+75.1%
SAP vs DPZ
-3.1%
+78.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.5% |
| 7D | -0.7% | +6.6% | -7.2% | -2.4% |
| 30D | +11.1% | +10.3% | +0.8% | +8.0% |
| 3M | +17.0% | -6.2% | +23.2% | +18.8% |
| 6M | +34.8% | +4.2% | +30.6% | +32.8% |
| YTD | -2.2% | -18.4% | +16.2% | +1.1% |
| 1Y | -6.4% | -14.9% | +8.5% | -4.3% |
| 3Y | +75.1% | -4.6% | +79.8% | +72.8% |
| All | +75.1% | -3.1% | +78.3% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling